You have to use a short code instead of VMNs, if you decide to go with Clickatell.
From Clickatell Two-Way Pricing Document
Two-way messaging in the USA requires the rental of a short code. Please visit:
http://www.clickatell.com/pricing/shortcodes.php for pricing and more information.
From Clickatell Two-Way Pricing Website
Clickatell offers shortcode messaging in South Africa, Namibia, USA, Canada, the United Kingdom and Australia.
Shortcode messaging is where a mobile recipient is charged at a standard or premium rate (depending on the country) for either receiving or sending a message.